Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-27 0.351235 0.385318 0.422627 0.466746 0.517817 0.575474 0.646056
2025-05-04 0.312796 0.357097 0.408543 0.473476 0.554383 0.653458 0.786527
2025-05-11 0.286589 0.337234 0.398792 0.480648 0.589085 0.731586 0.939940
2025-05-18 0.258007 0.310312 0.376049 0.466959 0.593246 0.768903 1.044752
2025-05-25 0.233650 0.285846 0.353196 0.449318 0.588170 0.790833 1.129779
2025-06-01 0.220291 0.274129 0.345463 0.450619 0.608889 0.852226 1.288982
2025-06-08 0.213542 0.270358 0.347709 0.465651 0.651126 0.953103 1.540963
2025-06-15 0.204419 0.262437 0.343189 0.469812 0.676480 1.030211 1.771748
2025-06-22 0.194492 0.252569 0.334893 0.467052 0.689731 1.087986 1.981341
2025-06-29 0.185635 0.243563 0.327050 0.463996 0.701698 1.145046 2.208641
2025-07-06 0.174800 0.231010 0.312971 0.449495 0.691603 1.157348 2.333289
2025-07-13 0.170403 0.227613 0.312486 0.457156 0.722221 1.257246 2.724286
2025-07-20 0.164511 0.221839 0.308219 0.458565 0.742460 1.342192 3.126818
2025-07-27 0.158722 0.215878 0.303220 0.458188 0.759162 1.423282 3.568066
2025-08-03 0.154140 0.211491 0.300406 0.461340 0.783309 1.527982 4.166712
2025-08-10 0.146359 0.201746 0.288277 0.446574 0.768393 1.532324 4.387669
2025-08-17 0.138612 0.191728 0.275188 0.429096 0.745822 1.512809 4.502647
2025-08-24 0.134848 0.187818 0.272015 0.429822 0.762766 1.603201 5.190548
2025-08-31 0.133696 0.187970 0.275609 0.443586 0.810571 1.793984 6.618340
2025-09-07 0.130856 0.185253 0.274118 0.447320 0.835894 1.927014 7.943147
2025-09-14 0.127137 0.180936 0.269608 0.444671 0.845627 2.014276 9.127108
2025-09-21 0.123606 0.176780 0.265157 0.441783 0.854419 2.101787 10.510202
2025-09-28 0.118616 0.170032 0.255818 0.428245 0.834841 2.085515 10.955523